Hi,
if you open up the exchange admin, open up your domain container and then open the configuration container. Provided you have IMS installed, if you open the connections part, then double click on the IMS you will get a tabbed box appear.
Choose the connections tab, and go to the message filtering part. You can put the domain in there and individual addresses, ie you can filter all the messages from a domain by putting in "@domainname.com".
Hope this helps,
Jim